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Data Modeling of Financial Derivatives: A Conceptual Approach

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Feldname	Details
Vorliegende Sprache	eng
ISBN	978-1-4302-6589-4
Name	Mamayev, Robert
T I T E L	Data Modeling of Financial Derivatives
Zusatz zum Titel	A Conceptual Approach
Verlagsort	Berkeley, CA ; s.l.
Verlag	Apress
Erscheinungsjahr	2013
Erscheinungsjahr	2013
Umfang	Online-Ressource (XIII, 216 p, online resource)
Reihe	SpringerLink. Bücher
Notiz / Fußnoten	Description based upon print version of record
Weiterer Inhalt	Contents; Chapter 1: Introduction; The Purpose of This Book; The Audience for This Book; Book Structure; The Benefits of Data Modeling Patterns; The Conceptual Models Used in This Book; Practice and Dedication; Asking the Right Questions; Conclusion; Recommended Reading; Chapter 2: Barker's Notation; Different Types of Data Models; Entity; Subtypes and Supertypes; Representing Subtypes/Supertypes in a Data Model; Subtype/Supertype Rules; Attributes; Relationships; Rules Governing Relationships; Relationships between Subtypes; Modeling Recursive Relationships. Recursive One-to-Many RelationshipsRecursive Many-to-Many Relationships; Recursive One-to-One Relationships; Redundant Relationships; Exclusivity Arc; Barker's Positional Convention; Conclusion; Recommended Readings; Chapter 3: Financial Contracts; What Is a Contract?; Maintaining a Contract Participation History; Differentiating between a Contract and a Contract Type; Assets and Asset Types; The Importance of Ownership Recognition; Modeling Contract Asset Allocations; Contract Structure and Contract Type Structure; Contract Variables and Their Assignment; Business Strategy; Collateral. Contract DeliveryContract Regulations; Conclusion; Recommended Readings; Chapter 4: Modeling Forward Contracts; Defining a Forward Contract; Forward Contract Specifications; Subtyping Contract Type; Forward Contract Data Modeling Basics; Associating Forward Contracts with Asset Types; Forward Contracts and Variable Assignment; Associating Forward Contracts with Business Strategies; Forward Contracts and Delivery; Forward Contracts and Cash Settlements; Offsetting Forward Contracts; Forward Contract Termination; Lawsuits and Violations; Conclusion; Chapter 5: Modeling Futures Contracts. Modeling EmploymentSubtyping Futures Contracts; Modeling Futures Contracts Participation; Associating Futures Contracts with Paper Assets (Asset Types); Futures Contracts and Variable Assignment (Complete Model); Futures Contracts and Variable Assignment (Simplified Model); Futures Contracts and Variable Observations; Margin Accounts; Futures Contracts Delivery; Rolling Forward Futures Contracts; Summary of the Differences between Futures and Forward Contracts; Conclusion; Chapter 6: Modeling Options; Option Positions; Offsetting Orders; Underlying Assets. Associating Option Contracts with Buyers and SellersModeling an Option Asset Type; Modeling Options as Physical Assets; Modeling Option Asset Allocation; The Importance of Mathematical Models; Calculating Volatility from Historical Data; Option Contract Variable Assignment; Option Contract Settlement Type; Automatic Option Exercise; Closing Out Option Contract; Naked Options; Modeling an Option's Delivery Subject Area; FLEX Options; Conclusion; Chapter 7: Modeling Advanced Options Strategies; A Simple Strategy Involving One Stock and One Option; Option Strategy Metadata Modeling; Bull Spreads. Bear Spreads
Titelhinweis	Druckausg.ISBN: 978-143-026-589-4
ISBN	ISBN 978-1-4302-6590-0
Klassifikation	KJ
	BUS042000
	332.632
	650
	HF4999.2-6182
	HD28-70
	QK 660
Kurzbeschreibung	Written in plain English and based on successful client engagements, Data Modeling of Financial Derivatives: A Conceptual Approach introduces new and veteran data modelers, financial analysts, and IT professionals to the fascinating world of financial derivatives. Covering futures, forwards, options, swaps, and forward rate agreements, finance and modeling expert Robert Mamayev shows you step-by-step how to structure and describe financial data using advanced data modeling techniques. The book introduces IT professionals, in particular, to various financial and data modeling concepts that they may not have seen before, giving them greater proficiency in the financial language of derivatives-and greater ability to communicate with financial analysts without fear or hesitation. Such knowledge will be especially useful to those looking to pick up the necessary skills to become productive right away working in the financial sector. Financial analysts reading this book will come to grips with various data modeling concepts and therefore be in better position to explain the underlying business to their IT audience. Data Modeling of Financial Derivatives-which presumes no advanced knowledge of derivatives or data modeling-will help you: Learn the best entity-relationship modeling method out there-Barker’s CASE methodology-and its application in the financial industry Understand how to identify and creatively reuse data modeling patterns Gain an understanding of financial derivatives and their various applications Learn how to model derivatives contracts and understand the reasoning behind certain design decisions Resolve derivatives data modeling complexities parsimoniously so that your clients can understand them intuitively Packed with numerous examples, diagrams, and techniques, this book will enable you to recognize the various design patterns that you are most likely to encounter in your professional career and apply them successfully in practice. Anyone working with financial models will find it an invaluable tool and career booster
1. Schlagwortkette	Datenmodell
1. Schlagwortkette	Derivat <Wertpapier>
ANZEIGE DER KETTE	Datenmodell -- Derivat
SWB-Titel-Idn	402415663
Signatur	Springer E-Book
Bemerkungen	Elektronischer Volltext - Campuslizenz
Elektronische Adresse	$uhttp://dx.doi.org/10.1007/978-1-4302-6590-0
Internetseite / Link	Volltext
Siehe auch	Volltext
Siehe auch	Cover

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